Those first three chords in the intro. I can always tell when improv people use them and I have not heard them in other songs. What are they called and what is the theory behind them?
The other answers give what a "normal guitarist" would traditionally describe them as, but they are a shorthand for...I don't know the specific names, possibly xAdd4.
Basically there are two sets of 3 "walk-ups". The first form is where you barre all 6, and then place a finger +2 frets from the barre on the D string. You want to strum at least the top 3 strings (E,A,D strings). This is what people call the "Eb-E-F"
The second set of three is where you barre all 6, and then hammer-on at +2 frets on the A string for each of the three. You want to skip the low E string on the strum and strum at least the A,D,G strings
Here is a video that shows how to play the outro as Jimi played it at Monterey: note that the person in the video is referring to the abbreviated names of the chords:
Jimi seems to favor a mix of C-ish and A-ish forms played as if he is playing slide guitar, but even when you "know" how to play his songs, when you look at his handwork, it is still somewhat confusing.
It is Eb>E>F, although it probably is D>Eb>E on Jimi's guitar, as he often tunes a semitone lower than concert.Having said that, the lowest note (root, later on) sounds open, which means he may well have tuned UP a semitone for this one.Think the first three are 'power chords', with no 3. The next part is similar, but with a resolved sus 2 on each.
It's not that common, but I've used it in improv a few times in other stuff.
It's what's called chromatic, and is very basic.It involves the use of a borrowed chord from the parallel minor, up a semitone to become an unusual leading tone, not really, but with every note a semitone away from resolving to the root, it might as well be!